importance {AICcmodavg} | R Documentation |
This function calculates the relative importance of variables (w+) based on the sum of Akaike weights (model probabilities) of the models that include the variable. Note that this measure of evidence is only appropriate when the variable appears in the same number of models as those that do not include the variable.
importance(cand.set, parm, modnames, c.hat = 1, second.ord = TRUE, nobs = NULL)
cand.set |
a list storing each of the models in the candidate model set. |
parm |
the parameter of interest for which a measure of relative importance is required. |
modnames |
a character vector of model names to facilitate the identification of each model in the model selection table. |
c.hat |
value of overdispersion parameter (i.e., variance inflation factor) such as that obtained from 'c_hat'. Note that values of c.hat different from 1 are only appropriate for binomial GLM's with trials > 1 (i.e., success/trial or cbind(success, failure) syntax) or with Poisson GLM's. If c.hat > 1, 'aictab' will return the quasi-likelihood analogue of the information criteria requested. |
second.ord |
logical. If TRUE, the function returns the second-order Akaike information criterion (i.e., AICc). |
nobs |
this argument allows to specify a numeric value other than total sample size to compute the AICc. This is relevant only for linear mixed models where sample size is not straightforward. In such cases, one might use total number of observations or number of independent clusters as the value of 'nobs'. |
'importance' returns an object of class 'importance' consisting of the following components:
parm |
the parameter for which an importance value is required. |
w.plus |
the parameter for which an importance value is required. |
w.minus |
the sum of Akaike weights for the models that exclude the parameter of interest |
Marc J. Mazerolle
Burnham, K. P., and Anderson, D. R. (2002) Model Selection and Multimodel Inference: a practical information-theoretic approach. Second edition. Springer: New York.
AICc
, aictab
, c_hat
,
modavg
, evidence
, confset
,
modavgpred
##example on Orthodont data set in nlme require(nlme) ##set up candidate model list Cand.models <- list() Cand.models[[1]] <- lme(distance ~ age, data = Orthodont, method = "ML") ##random is ~ age | Subject Cand.models[[2]] <- lme(distance ~ age + Sex, data = Orthodont, random = ~ 1, method = "ML") Cand.models[[3]] <- lme(distance ~ 1, data = Orthodont, random = ~ 1, method = "ML") Cand.models[[4]] <- lme(distance ~ Sex, data = Orthodont, random = ~ 1, method = "ML") ##create a vector of model names Modnames <- NULL for (i in 1:length(Cand.models)) { Modnames[i] <- paste("mod", i, sep = "") } importance(cand.set = Cand.models, parm = "age", modnames = Modnames, second.ord = TRUE, nobs = NULL) ##round to 4 digits after decimal point print(importance(cand.set = Cand.models, parm = "age", modnames = Modnames, second.ord = TRUE, nobs = NULL), digits = 4)